文章基本信息

标题：Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
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作者：Qinwei Qiu ; Wei Liu ; Liangjian Hu 等
期刊名称：Advances in Difference Equations
印刷版ISSN：1687-1839
电子版ISSN：1687-1847
出版年度：2014
卷号：2014
期号：1
页码：310
DOI：10.1186/1687-1847-2014-310
语种：English
出版社：Hindawi Publishing Corporation
摘要：This paper is devoted to the study of reproduction of asymptotic boundedness in the second moment and small moments of stochastic differential equations by the stochastic theta method. In addition, we illustrate that the asymptotic moment boundedness of the numerical solution stand-alone plays a key role in the study of numerical stationary distribution.
关键词：asymptotic moment boundedness ; stochastic theta method ; numerical stationary distribution